- The 196 equities listed in both Canada and the US had average daily volume across both countries of 1.57 billion shares in October (+10.40% m/m).
- Of this total, 1,139.9 million (+16.04% m/m) traded in the US and 425.5 million (-2.31% m/m) in Canada, for a US-CAD split of 72.8%-27.2%.
- Looking at value traded, the gap is 69.50% traded south of the border compared to 30.50% north.
- The US OTC market traded 4.12% of the total value in single-listed Canadian securities, down 46 bps m/m.
- Average daily volume rose 7.90% m/m (+60.38% y/y), to 1.69 billion shares.
- Dark-pool market share was flat m/m (-1 bps y/y) at 6.25%.
- Hidden orders on lit markets executed 4.50% of Canadian volume in October, down 8 bps from September.
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